Browsing Mathematics by Author "Kafetzopoulos, A"
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Local Marchenko-Pastur law at the hard edge of the sample covariance ensemble
Kafetzopoulos, A; Maltsev, A (AIP Publishing, 2023-12-01)Consider an N by N matrix X of complex entries with iid real and imaginary parts. We show that the local density of eigenvalues of X*X converges to the Marchenko-Pastur law on the optimal scale with probability 1. We also ...